Anic Equity¶

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Total return since start: 0.599 %¶

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Equity now: -----------------------------> 48828.09 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 42144.49 Kr¶

PnL: ---------------------------------------> -288.79 Kr¶

DD now: ---------------------------------> -8.08 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 14:43:29.789862'

Anic Portfolio¶

Today¶

Return: -0.964 %¶

This Week¶

Return: -0.964 %¶

Total portfolio value¶

Return including deposits: 59.851 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.440000 1659.240000 191.700000 13.060000 1467.540000
Hoist Finance 35 2.150000 999.250000 21.000000 2.150000 978.250000
HEXPOL B 9 0.170000 1030.500000 12.600000 1.240000 1017.900000
BioGaia B 8 1.030000 937.600000 9.600000 1.030000 928.000000
Orrön Energy 180 0.260000 2045.700000 8.100000 0.400000 2037.600000
Sagax A 4 0.000000 860.000000 8.000000 0.940000 852.000000
JM 6 0.630000 867.600000 5.400000 0.630000 862.200000
Catena 2 0.660000 794.800000 5.200000 0.660000 789.600000
Atrium Ljungberg B 5 0.480000 937.500000 4.500000 0.480000 933.000000
Sagax B 4 0.330000 854.800000 2.800000 0.330000 852.000000
ASSA ABLOY B 3 0.350000 779.700000 2.700000 0.350000 777.000000
Platzer Fastigheter Holding B 12 0.250000 961.200000 2.400000 0.250000 958.800000
AcadeMedia 8 -0.600000 400.400000 -0.800000 -0.200000 401.200000
Biotage 7 -0.150000 938.000000 -1.400000 -0.150000 939.400000
Bilia A 8 -0.440000 895.200000 -2.400000 -0.270000 897.600000
Creaspac SPAC 39 -0.210000 3705.000000 -3.900000 -0.110000 3708.900000
Hexatronic Group 12 -0.420000 960.480000 -4.080000 -0.420000 964.560000
Clas Ohlson B 12 -0.560000 965.400000 -5.400000 -0.560000 970.800000
SKF B 5 -0.800000 930.500000 -7.500000 -0.800000 938.000000
EQT 4 -1.060000 820.800000 -8.800000 -1.060000 829.600000
Gränges 9 -1.070000 916.200000 -9.900000 -1.070000 926.100000
OX2 13 -1.170000 936.650000 -11.050000 -1.170000 947.700000
Byggmax Group 33 -1.240000 942.480000 -11.880000 -1.240000 954.360000
Addnode Group B 11 -1.860000 901.450000 -17.050000 -1.860000 918.500000
Nordic Waterproofing Holding 7 -2.030000 945.000000 -19.600000 -2.030000 964.600000
Alimak Group 11 -2.260000 905.300000 -20.900000 -2.260000 926.200000
VEF 909 -2.160000 1812.550000 -32.720000 -1.770000 1845.270000
Latour B 4 -4.120000 820.000000 -35.200000 -4.120000 855.200000
Indutrade 5 -3.500000 1172.000000 -42.500000 -3.500000 1214.500000
Vitec Software Group B 2 -4.340000 1037.000000 -47.000000 -4.340000 1084.000000
Bufab 3 -4.280000 1059.000000 -47.400000 -4.280000 1106.400000
INVISIO 16 -1.740000 3616.000000 -64.000000 -1.740000 3680.000000
Hexagon B 26 -1.900000 3385.980000 -65.520000 -1.900000 3451.500000
BHG Group 97 -7.200000 1351.210000 -103.790000 -7.130000 1455.000000
TOTAL 42144.490000 -288.790000 -8.08026% 42433.280000

Updated:¶

'2023-07-03 14:43:46.267842'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶